Over 2020 to 2025 (6 years of data), RECITEUR has tended to move short between 28.07 and 25.09, closing higher in 100.0% of those years for an average +5.16% move and an annualized Sharpe of 3.21.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 25.09 | Short | 100.0% | +5.16% | 3.21 | 5 |
| 28.07 → 26.09 | Short | 100.0% | +5.10% | 3.03 | 5 |
| 27.07 → 25.09 | Short | 100.0% | +4.94% | 2.53 | 5 |
| 24.07 → 22.09 | Short | 100.0% | +4.45% | 1.71 | 4 |
| 28.07 → 22.09 | Short | 100.0% | +4.27% | 2.33 | 5 |
| 27.07 → 22.09 | Short | 100.0% | +4.04% | 1.86 | 5 |
| 22.07 → 23.08 | Long | 100.0% | +2.93% | 1.67 | 5 |
| 23.07 → 23.08 | Long | 100.0% | +2.72% | 1.67 | 5 |